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Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance - 1990
Persistent link: https://www.econbiz.de/10000836340
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Three essays on dynamic economics
Hashimzade, Nigar - 2003
Persistent link: https://www.econbiz.de/10003385291
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Testing for long memory in the fisheries prices : evidence from Cornwell
Floros, Christos; Failler, Pierre - In: International journal of economic perspectives : IJEP 1 (2007) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10003983734
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Technical change as a stochastic trend in a fisheries model
Kvamsdal, Sturla Furunes - In: Marine resource economics 31 (2016) 4, pp. 403-419
Persistent link: https://www.econbiz.de/10011561877
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An encompassing approach to modeling fishery dynamics : modeling dynamic nonlinear systems
Criddle, Keith Richard - In: Natural resource modeling : the official journal of the … 5 (1991) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10001147214
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Commercial sizes and prices on the French Monkfish fishery : a time-series analysis
Le Floc'h, Pascal; Matei, Iuliana; Tuncel, Mehmet - In: Brussels economic review 55 (2012) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10009731072
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Trend analysis of sustainability claims : the European fisheries and aquaculture markets case
Lucas, Sterenn; Soler, Louis-Georges; Revoredo Giha, … - In: Food policy : economics planning and politics of food … 104 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286083
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Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121